Shall we discuss an expert based on coding? - page 6

[Maxim]

tol64:
What does it mean(2/2; 3/2;)? I don't see how this relates to the TP/SL ratio.

2/2 2 profit, 2 stop,

3/2 3 profit, 2 stop

all in the channels of volatility, because even on the eurobucks the volatility channel varies by 5 times depending on the market, but to put closer than 2 channels is suicide, and further has a bad effect on the MM, that is, the stop strongly depends on the optimal share and the final return, and not linearly

[Anatoli Kazharski]

khorosh:
It was said earlier that stops and takes in volatility channels. 2 - 2 volatility channels, 3 - 3 channels.

Ah, got it wrong. For some reason only 3/2 referred to volatility and 2/2 seemed to refer to something else. It's hard just to get the meaning right sometimes without commas.

"Execution cannot be pardoned." :)

[Anatoli Kazharski]

Gutman:

2/2 2 profit, 2 stop,

3/2 3 profit, 2 stop

it's all in the volatility channels, because even on the Eurobucks the volatility channel varies by 5 times depending on the nature of the market, but to put closer than 2 channels is suicide, and further has a bad effect on the MM, that is, the stop strongly depends on the optimal share and the final return, and is far from linear

Thanks for the clarification. Now I understand.

[Maxim]

papaklass:
And what is the ratio of average profit trade / average loss trade, for the same codes with probability > 65% ?

about 1.5 just it is not clear what it gives, as all codes are different and their probabilities are different, for me for MM it is enough to know PF, probability and maximal LOSS

[[Deleted]]

papaklass:
Wouldn't it be better not to post at all? So you just get smart and go home? What was the purpose of your comments?

It's a pity about the time, no matter whose it is. But you won't believe it until you try it, I understand.)

[khorosh]

papaklass:
The product of the average profitable trade by the number of profitable trades minus the product of the average losing trade by the number of losing trades gives you all the profits the tester shows. If you use the Breakeven conversion, the number of profitable trades will have a very high % (90% or more), but the average trade will be very small. And their product may be less than the product of unprofitable trades. Therefore, if your average profitable trade is 1.5 times the average losing trade, and at the same time, the probability of getting a profitable trade equal to 65% - it is a very good TS.

I don't think he's going to use Breakeven, because the system is built on determining the probability that the price will reach first - stop or take, which are located at the same distance from the order. If you go to breakeven, the whole system will be ruined. Breakeven is small and stoploss is big and despite the selection of profitable patterns, losses will prevail.

[Vladimir Kustikov]

Gutman:

And how do you evaluate the result of a pattern?

The pattern provokes a virtual entry, but what is the result of the pattern? What are your outputs and what are the criteria to assess the success of the exit? Will it take a stop or a take?

The wider question - how do you evaluate the success or failure of a pattern (e.g. a candlestick pattern)?

[khorosh]

Vladix:

And how do you evaluate the result of a pattern?

The pattern provokes a virtual entry, but what is the result of the pattern? What are your outputs and what are the criteria to assess the success of the exit? Will it take a stop or a take?

The wider question - how do you evaluate the success or failure of a pattern (e.g. a candlestick pattern)?

We calculate the following ratio: probability of closing at take/probability of stop (stop=take=2 volatility channels). Patterns with this ratio exceeding a certain value are selected for trading.

[Sergey Pavlov]

Very much in tune with this and this.

[Artem Ipatov]

Please enlighten me as to what is meant by "volatility channels"? is it like Keltner channels or BB?